POLYCAB
Polycab India Limited
Historical option data for POLYCAB
22 Sep 2025 08:01 PM IST
| POLYCAB 30SEP2025 7600 CE | ||||||||||||||||
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Delta: 0.63
Vega: 4.29
Theta: -6.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 7657.00 | 135.6 | 33.4 | 21.09 | 10,365 | -269 | 594 | |||||||||
| 21 Sept | 7549.00 | 96.8 | 29.35 | 20.61 | 5,289 | 214 | 853 | |||||||||
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| 18 Sept | 7440.50 | 70.5 | 13.7 | 22.65 | 1,109 | 18 | 653 | |||||||||
| 14 Sept | 7254.50 | 39.35 | 1.35 | 22.13 | 378 | 12 | 522 | |||||||||
For Polycab India Limited - strike price 7600 expiring on 30SEP2025
Delta for 7600 CE is 0.63
Historical price for 7600 CE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 135.6, which was 33.4 higher than the previous day. The implied volatity was 21.09, the open interest changed by -269 which decreased total open position to 594
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 96.8, which was 29.35 higher than the previous day. The implied volatity was 20.61, the open interest changed by 214 which increased total open position to 853
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 70.5, which was 13.7 higher than the previous day. The implied volatity was 22.65, the open interest changed by 18 which increased total open position to 653
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 39.35, which was 1.35 higher than the previous day. The implied volatity was 22.13, the open interest changed by 12 which increased total open position to 522
| POLYCAB 30SEP2025 7600 PE | |||||||
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Delta: -0.40
Vega: 4.37
Theta: -6.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 7657.00 | 87.3 | -57.1 | 26.70 | 3,421 | 51 | 350 |
| 21 Sept | 7549.00 | 136.5 | -72.8 | 23.78 | 607 | 55 | 301 |
| 18 Sept | 7440.50 | 199.45 | -40.55 | 23.42 | 274 | 209 | 235 |
| 14 Sept | 7254.50 | 349.4 | 76.45 | 21.56 | 3 | 2 | 27 |
For Polycab India Limited - strike price 7600 expiring on 30SEP2025
Delta for 7600 PE is -0.40
Historical price for 7600 PE is as follows
On 22 Sept POLYCAB was trading at 7657.00. The strike last trading price was 87.3, which was -57.1 lower than the previous day. The implied volatity was 26.70, the open interest changed by 51 which increased total open position to 350
On 21 Sept POLYCAB was trading at 7549.00. The strike last trading price was 136.5, which was -72.8 lower than the previous day. The implied volatity was 23.78, the open interest changed by 55 which increased total open position to 301
On 18 Sept POLYCAB was trading at 7440.50. The strike last trading price was 199.45, which was -40.55 lower than the previous day. The implied volatity was 23.42, the open interest changed by 209 which increased total open position to 235
On 14 Sept POLYCAB was trading at 7254.50. The strike last trading price was 349.4, which was 76.45 higher than the previous day. The implied volatity was 21.56, the open interest changed by 2 which increased total open position to 27
